-99.1%
NVD vs PTC
-7.6%
-91.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +1.3% |
| 7D | +10.8% | -7.3% | +18.1% | +5.8% |
| 30D | +0.8% | -11.6% | +12.4% | -6.2% |
| 3M | -20.8% | +10.5% | -31.3% | -15.4% |
| 6M | -41.2% | -17.8% | -23.3% | -51.2% |
| YTD | -44.2% | -24.9% | -19.3% | -57.8% |
| 1Y | -54.2% | -36.8% | -17.3% | -70.7% |
| 3Y | -99.1% | -8.7% | -90.4% | -98.9% |
| All | -99.1% | -7.6% | -91.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling